+287.1%
VZ vs IWF
+727.1%
-439.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | +0.5% | -0.5% | -0.2% |
| 30D | +7.9% | -0.4% | +8.3% | +8.0% |
| 3M | +13.6% | -2.6% | +16.3% | +14.3% |
| 6M | +1.1% | +9.1% | -8.1% | -4.0% |
| YTD | +29.3% | +4.5% | +24.8% | +25.0% |
| 1Y | +21.2% | +10.1% | +11.2% | +14.0% |
| 3Y | +75.9% | +77.6% | -1.7% | +25.2% |
| 5Y | +24.1% | +73.7% | -49.6% | -13.4% |
| 10Y | +62.4% | +411.5% | -349.1% | -44.2% |
| All | +287.1% | +727.1% | -439.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling